+24.4%
LYB vs IBB
+51.5%
-27.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.1% |
| 7D | -0.2% | +1.4% | -1.7% | +0.1% |
| 30D | +8.7% | +10.5% | -1.8% | +11.6% |
| 3M | -3.0% | +23.6% | -26.7% | +2.6% |
| 6M | +4.7% | +22.6% | -17.9% | +11.9% |
| YTD | +51.6% | +25.7% | +25.9% | +58.9% |
| 1Y | +24.4% | +51.4% | -27.0% | +16.1% |
| All | +24.4% | +51.5% | -27.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling